The real answer in electrical safety is that it takes a combination of sufficiently high voltage, current, and the proper waveform to kill you. 240V mains is nearly ideal for this.
A van-de-graff generator can produce very high voltages, and high current pulses, but has a very low RMS power and averaged current, and is thus safe.
5V USB or a car battery can produce a lot of current with a steady DC waveform, but lack sufficient voltage to produce much current in the body.
Tesla coils can produce hundreds of thousands of volts at reasonably high currents, but operate well into RF, and are thus a serious burn hazard but leave the heart electrically unaffected.
120V mains will generally not kill you, but has a low enough frequency, high enough voltage, and high enough current that I can if you become entangled with the source and are unable to get free.
I hope this has cleared up some pseudoscience.
Also building your own PSU is not outside the realm of an advanced hobbyist, but you are much better off simply buying them given all the design and build time required. If you want to save some money, look for secondhand PSUs.
Source: electrical engineering student and high voltage enthusiast